</> Codebase - What If scenarios (SQ)
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
What If scenarios (SQ)
What If : Only Short Trades
What If : Only Short Trades This what-if snippet allows you to simulate trading a strategy only with only Only Short trades. More about What if simulations you can find here.
whatif
what if
only short
short trades
What If scenarios (SQ)
What If : Only Long Trades
What If : Only Long Trades This what-if snippet allows you to simulate trading a strategy only with only Only Long trades
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long
only long
What If scenarios (SQ)
What If: Evaluating the trading performance of strategies
Both snippets are described in this blog post: https://strategyquant.com/blog/evaluating-the-trading-performance-of-strategies/
trading
strategies
on/off
stop tradkng
What If scenarios (SQ)
What If: Profit Factor Trading Moving Average Money Management Simulation
What if snippet Profit Factor MA Trading calculates the profit factor of the strategy and when profit factor is lower than threshold you have set, the strategy changes trade size. Snippet still calculates the profit factor of the strategy even if the current profit factor is below the threshold. At the moment when the profit factor gets above the threshold we have chosen, the strategy changes positions size again
profit factor
What If scenarios (SQ)
What If: Equity Trading Moving Average Money Management Simulation
Equity control simulation function allows ti simulate switching a positions size based on the equity curve average .The assumption is based on the hypotesis that is better to trade strategy if its performance is above its average.
movina average
equity mm
What If scenarios (SQ)
What if : Profit Factor MA Trading
What if snippet Profit Factor MA Trading calculates the profit factor of the strategy and when profit factor is lower than threshold you have set, the strategy does not trade. Snippet still calculates the profit factor of the strategy even if the current profit factor is below the threshold. At the moment when the profit factor gets above the threshold we have chosen, the strategy starts trading again.
what if
eqity trading
What If scenarios (SQ)
What if – Equity Moving Average Trading Simulation
This si snippet described in the StrategyQuantX documentation.
moving average
equity
equity surfing
Equity control simulation
What If scenarios (SQ)
Exclude % of trades with the biggest ABSOLUTE value of profits/losses
This snippet cut the biggest profits/losses from the original trades list. If you set 5%; snippet will cut 2,5% biggest profits and 2.5% of the biggest losses.
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analysis
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